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Efficient Sequential Calibration with $O(T^{2/3-ε})$ Error Bound

We study the online binary sequential calibration problem. A recent breakthrough by \citet{dagan2024breaking} overcomes the classical \(T^{2/3}\) barrier for calibration error. Building on this result, we present an efficient randomized forecaster that achieves an expected calibration error \(O(T^{2/3-\varepsilon})\) for some constant \(\varepsilon>0\). Our forecaster combines the \textsc{SPR-Calibration} procedure \citep{dagan2024breaking} with an outer Blackwell-style correction layer. The \textsc{SPR-Calibration} procedure controls calibration with respect to a surrogate sequence of condi

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  • LinkedLinked via arxiv author · 85%Zihan Zhang

    Efficient Sequential Calibration with $O(T^{2/3-ε})$ Error Bound

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